-81.7%
TMF vs UDR
+53.1%
-134.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.9% |
| 7D | -1.1% | +2.0% | -3.1% | -1.1% |
| 30D | +11.8% | +7.9% | +3.9% | +11.6% |
| 3M | -4.0% | -1.5% | -2.6% | -4.1% |
| 6M | -16.5% | +0.9% | -17.4% | -16.6% |
| YTD | -19.9% | +4.0% | -23.9% | -20.0% |
| 1Y | -25.6% | +10.4% | -35.9% | -25.7% |
| 3Y | -29.9% | +26.9% | -56.8% | -28.7% |
| 5Y | -88.2% | -19.4% | -68.9% | -89.0% |
| 10Y | -81.7% | +57.0% | -138.7% | -82.5% |
| All | -81.7% | +53.1% | -134.9% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling